Fractal Spectrum of a Quasi_periodically Driven Spin System

We numerically perform a spectral analysis of a quasi-periodically driven spin 1/2 system, the spectrum of which is Singular Continuous. We compute fractal dimensions of spectral measures and discuss their connections with the time behaviour of various dynamical quantities, such as the moments of the distribution of the wave packet. Our data suggest a close similarity between the information dimension of the spectrum and the exponent ruling the algebraic growth of the 'entropic width' of wavepackets.Comment: 17 pages, RevTex, 5 figs. available on request from [email protected]

Analysis of Daily Streamflow Complexity by Kolmogorov Measures and Lyapunov Exponent

Analysis of daily streamflow variability in space and time is important for water resources planning, development, and management. The natural variability of streamflow is being complicated by anthropogenic influences and climate change, which may introduce additional complexity into the phenomenological records. To address this question for daily discharge data recorded during the period 1989-2016 at twelve gauging stations on Brazos River in Texas (USA), we use a set of novel quantitative tools: Kolmogorov complexity (KC) with its derivative associated measures to assess complexity, and Lyapunov time (LT) to assess predictability. We find that all daily discharge series exhibit long memory with an increasing downflow tendency, while the randomness of the series at individual sites cannot be definitively concluded. All Kolmogorov complexity measures have relatively small values with the exception of the USGS (United States Geological Survey) 08088610 station at Graford, Texas, which exhibits the highest values of these complexity measures. This finding may be attributed to the elevated effect of human activities at Graford, and proportionally lesser effect at other stations. In addition, complexity tends to decrease downflow, meaning that larger catchments are generally less influenced by anthropogenic activity. The correction on randomness of Lyapunov time (quantifying predictability) is found to be inversely proportional to the Kolmogorov complexity, which strengthens our conclusion regarding the effect of anthropogenic activities, considering that KC and LT are distinct measures, based on rather different techniques

Divergent Predictive States: The Statistical Complexity Dimension of Stationary, Ergodic Hidden Markov Processes

Even simply-defined, finite-state generators produce stochastic processes that require tracking an uncountable infinity of probabilistic features for optimal prediction. For processes generated by hidden Markov chains the consequences are dramatic. Their predictive models are generically infinite-state. And, until recently, one could determine neither their intrinsic randomness nor structural complexity. The prequel, though, introduced methods to accurately calculate the Shannon entropy rate (randomness) and to constructively determine their minimal (though, infinite) set of predictive features. Leveraging this, we address the complementary challenge of determining how structured hidden Markov processes are by calculating their statistical complexity dimension -- the information dimension of the minimal set of predictive features. This tracks the divergence rate of the minimal memory resources required to optimally predict a broad class of truly complex processes.Comment: 16 pages, 6 figures; Supplementary Material, 6 pages, 2 figures; http://csc.ucdavis.edu/~cmg/compmech/pubs/icfshmp.ht

Unified approach to catastrophic events: from the normal state to geological or biological shock in terms of spectral fractal and nonlinear analysis

An important question in geophysics is whether earthquakes (EQs) can be anticipated prior to their occurrence. Pre-seismic electromagnetic (EM) emissions provide a promising window through which the dynamics of EQ preparation can be investigated. However, the existence of precursory features in pre-seismic EM emissions is still debatable: in principle, it is difficult to prove associations between events separated in time, such as EQs and their EM precursors. The scope of this paper is the investigation of the pre-seismic EM activity in terms of complexity. A basic reason for our interest in complexity is the striking similarity in behavior close to irreversible phase transitions among systems that are otherwise quite different in nature. Interestingly, theoretical studies (Hopfield, 1994; Herz and Hopfield 1995; Rundle et al., 1995; Corral et al., 1997) suggest that the EQ dynamics at the final stage and neural seizure dynamics should have many similar features and can be analyzed within similar mathematical frameworks. Motivated by this hypothesis, we evaluate the capability of linear and non-linear techniques to extract common features from brain electrical activities and pre-seismic EM emissions predictive of epileptic seizures and EQs respectively. The results suggest that a unified theory may exist for the ways in which firing neurons and opening cracks organize themselves to produce a large crisis, while the preparation of an epileptic shock or a large EQ can be studied in terms of ''Intermittent Criticality''

An elementary way to rigorously estimate convergence to equilibrium and escape rates

We show an elementary method to have (finite time and asymptotic) computer assisted explicit upper bounds on convergence to equilibrium (decay of correlations) and escape rate for systems satisfying a Lasota Yorke inequality. The bounds are deduced by the ones of suitable approximations of the system's transfer operator. We also present some rigorous experiment showing the approach and some concrete result.Comment: 14 pages, 6 figure

Multivariate multiscale complexity analysis

Established dynamical complexity analysis measures operate at a single scale and thus fail to quantify inherent long-range correlations in real world data, a key feature of complex systems. They are designed for scalar time series, however, multivariate observations are common in modern real world scenarios and their simultaneous analysis is a prerequisite for the understanding of the underlying signal generating model. To that end, this thesis first introduces a notion of multivariate sample entropy and thus extends the current univariate complexity analysis to the multivariate case. The proposed multivariate multiscale entropy (MMSE) algorithm is shown to be capable of addressing the dynamical complexity of such data directly in the domain where they reside, and at multiple temporal scales, thus making full use of all the available information, both within and across the multiple data channels. Next, the intrinsic multivariate scales of the input data are generated adaptively via the multivariate empirical mode decomposition (MEMD) algorithm. This allows for both generating comparable scales from multiple data channels, and for temporal scales of same length as the length of input signal, thus, removing the critical limitation on input data length in current complexity analysis methods. The resulting MEMD-enhanced MMSE method is also shown to be suitable for non-stationary multivariate data analysis owing to the data-driven nature of MEMD algorithm, as non-stationarity is the biggest obstacle for meaningful complexity analysis. This thesis presents a quantum step forward in this area, by introducing robust and physically meaningful complexity estimates of real-world systems, which are typically multivariate, finite in duration, and of noisy and heterogeneous natures. This also allows us to gain better understanding of the complexity of the underlying multivariate model and more degrees of freedom and rigor in the analysis. Simulations on both synthetic and real world multivariate data sets support the analysis

Generalization Bounds with Data-dependent Fractal Dimensions

Providing generalization guarantees for modern neural networks has been a crucial task in statistical learning. Recently, several studies have attempted to analyze the generalization error in such settings by using tools from fractal geometry. While these works have successfully introduced new mathematical tools to apprehend generalization, they heavily rely on a Lipschitz continuity assumption, which in general does not hold for neural networks and might make the bounds vacuous. In this work, we address this issue and prove fractal geometry-based generalization bounds without requiring any Lipschitz assumption. To achieve this goal, we build up on a classical covering argument in learning theory and introduce a data-dependent fractal dimension. Despite introducing a significant amount of technical complications, this new notion lets us control the generalization error (over either fixed or random hypothesis spaces) along with certain mutual information (MI) terms. To provide a clearer interpretation to the newly introduced MI terms, as a next step, we introduce a notion of "geometric stability" and link our bounds to the prior art. Finally, we make a rigorous connection between the proposed data-dependent dimension and topological data analysis tools, which then enables us to compute the dimension in a numerically efficient way. We support our theory with experiments conducted on various settings